1 Han, C., "Testing for the Null of Block Zero Restrictions in Common Factor Models, Manuscript"
2 Stock, J.H, "Macroeconomic Forecasting Using Diffusion Indexes" 20 : 147-162, 2002
3 Ludvigson, S.C., "Macro Factors in Bond Risk Premia" 22 : 5027-5067, 2009
4 Bai, J., "Inferential Theory for Factor Models of Large Dimensions" 71 : 135-172, 2003
5 Andrews, D. W. K., "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation" 59 : 817-858, 1991
6 Hallin, M., "Dynamic Factors in the Presence of Blocks" 163 : 29-21, 2011
7 Dias, F., "Determining the Number of Global and Country-Specific Factors in the Euro Area" 17 : 573-517, 2013
8 Bai, J., "Determining the Number of Factors in Approximate Factor Models" 70 : 191-121, 2002
9 Choi, I., "A Multi-level Factor Model : Identification, Asymptotic Theory and Applications" 33 : 355-377, 2018
1 Han, C., "Testing for the Null of Block Zero Restrictions in Common Factor Models, Manuscript"
2 Stock, J.H, "Macroeconomic Forecasting Using Diffusion Indexes" 20 : 147-162, 2002
3 Ludvigson, S.C., "Macro Factors in Bond Risk Premia" 22 : 5027-5067, 2009
4 Bai, J., "Inferential Theory for Factor Models of Large Dimensions" 71 : 135-172, 2003
5 Andrews, D. W. K., "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation" 59 : 817-858, 1991
6 Hallin, M., "Dynamic Factors in the Presence of Blocks" 163 : 29-21, 2011
7 Dias, F., "Determining the Number of Global and Country-Specific Factors in the Euro Area" 17 : 573-517, 2013
8 Bai, J., "Determining the Number of Factors in Approximate Factor Models" 70 : 191-121, 2002
9 Choi, I., "A Multi-level Factor Model : Identification, Asymptotic Theory and Applications" 33 : 355-377, 2018